+21.9%
MAS vs WOLF
+13.1%
+8.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.7% | +7.2% | -3.0% |
| 7D | +4.6% | -18.4% | +22.9% | +5.5% |
| 30D | +19.9% | -36.0% | +55.9% | +22.2% |
| 3M | +8.9% | -19.2% | +28.1% | +9.3% |
| 6M | +20.2% | -44.4% | +64.6% | +20.2% |
| YTD | +33.9% | +16.9% | +16.9% | +26.6% |
| 1Y | +34.7% | +0.5% | +34.1% | +27.3% |
| All | +21.9% | +13.1% | +8.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling